ThetaOwl

AMSF

AMERISAFE, Inc.Financial Services
$32.97
Neutral
Mkt Cap: $623.9M|Float: 18.4M|SI: 1.8%|DTC: 1.8
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
88%
HV 20d
1903.0%
52W Range
$32-$50
ATR(14)
$0.80
Exp. Move
±15.2%
P/C Ratio
0.44
Earnings
Apr 22
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide
Low Put/Call

AMSF Key Options Data

IV Rank
100%
Total GEX
$-0.00B
Total DEX
$0.0M
Max Pain
$34.00
Expected Move
±15.2%
Put/Call OI
0.44
Net Premium
$-0.0M
Spot Price
$32.97

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$5.00±15.2%$27.97$37.97
2026-07-17106±$3.30±10.0%$29.67$36.27
2026-10-16197±$4.15±12.6%$28.82$37.12

Explore AMSF options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.